| On the Marčenko–Pastur law for linear time series H Liu, A Aue, D Paul | 81 | 2015 |
| Errors in the dependent variable of quantile regression models J Hausman, H Liu, Y Luo, C Palmer Econometrica 89 (2), 849-873, 2021 | 41 | 2021 |
| Where have the Paycheck Protection loans gone so far? H Liu, D Volker Liberty Street Economics, 2020 | 29 | 2020 |
| The Federal Reserve’s market functioning purchases MJ Fleming, H Liu, R Podjasek, J Schurmeier Economic Policy Review 28 (1), 210-241, 2022 | 19 | 2022 |
| Asset Pricing with Cohort‐Based Trading in MBS Markets N Fusari, W Li, H Liu, Z Song The Journal of Finance 77 (6), 3249-3287, 2022 | 18 | 2022 |
| Are stated expectations actual beliefs? New evidence for the beliefs channel of investment demand H Liu, C Palmer National Bureau of Economic Research, 2021 | 18 | 2021 |
| Dealers and the dealer of last resort: Evidence from MBS markets in the COVID-19 crisis J Chen, H Liu, A Sarkar, Z Song FRB of New York Staff Report, 2020 | 16 | 2020 |
| Villains or scapegoats? The role of subprime borrowers in driving the US housing boom JN Conklin, WS Frame, K Gerardi, H Liu Journal of Financial Intermediation 51, 100906, 2022 | 14 | 2022 |
| Defragmenting markets: Evidence from agency MBS H Liu, Z Song, JI Vickery FRB of Philadelphia Working Paper, 2021 | 14 | 2021 |
| The housing boom and the decline in mortgage rates H Liu, DO Lucca, D Parker, G Rays-Wahba Liberty Street Economics, 2021 | 10 | 2021 |
| Cash-forward arbitrage and dealer capital in MBS markets: COVID-19 and beyond J Chen, H Liu, A Sarkar, Z Song Federal Reserve Bank of New York, 2020 | 8 | 2020 |
| Shadow bank and fintech mortgage securitization Y An, L Li, H Liu, Z Song Johns Hopkins Carey Business School Research Paper, 2022 | 7 | 2022 |
| Are People Overconfident about Avoiding COVID-19? R Heimer, H Liu, X Zhang Liberty Street Economics, 2020 | 7 | 2020 |
| Social Learning and Sentiment Contagion in the Bitcoin Market B Han, H Liu, P Sui Available at SSRN 4543326, 2023 | 6 | 2023 |
| MBS Market Dysfunctions in the Time of COVID-19 J Chen, H Liu, D Rubio, A Sarkar, Z Song Liberty Street Economics, 2020 | 4 | 2020 |
| Do government guarantees inhibit risk management? evidence from Fannie Mae and Freddie Mac H Liu | 4 | 2016 |
| Did dealers fail to make markets during the Pandemic? J Chen, H Liu, D Rubio, A Sarkar, Z Song Federal Reserve System: Federal Reserve Bank of New York, 2021 | 3 | 2021 |
| The Paycheck Protection Program Liquidity Facility (PPPLF) H Liu, D Volker Liberty Street Economics, 2020 | 3 | 2020 |
| Moving to better opportunities? Housing market responses to the top 4% policy H Liu, Y Song, X Zhang Regional Science and Urban Economics 97, 103829, 2022 | 2 | 2022 |
| Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Market in the COVID-19 Crisis J Chen, H Liu, A Sarkar, Z Song | 2 | 2020 |
